Search Results for author: Mohamed Shouman

Found 1 papers, 1 papers with code

Monte Carlo Grid Dynamic Programming: Almost Sure Convergence and Probability Constraints

1 code implementation10 Mar 2023 Mohammad S. Ramadan, Ahmad Al-Tawaha, Mohamed Shouman, Ahmed Atallah, Ming Jin

This paper presents a Monte Carlo-based sampling approach for the state space and an interpolation procedure for the resulting value function, dependent on the process noise density, in a "self-approximating" fashion, eliminating the need for ordering or set-membership tests.

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